Random walk on a 100-point circle
Question
Points are arranged in order around a circle. A walker starts at point and at every step moves to one of its two neighbours, each with probability . What is the expected number of steps until the walker first reaches point ?
Short answer
. Cut the circle at : the walker sits step from one way and steps the other way. For a symmetric simple walk between barriers at distances and , the expected exit time is , here .
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Open the worked solutionLessons behind this question
- Conditional Expectation and Variance Revisited
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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